Consider the following list of insurance structures and highlight those that are surely inefficient using VaR@99% as

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Consider the following list of insurance structures and highlight those that are surely inefficient using VaR@99% as a measure of volatility:

a. Structure 1: premium = £1.2M, VaR@99% = £99M

b. Structure 2: premium = £1.7M, VaR@99% = £78M

c. Structure 3: premium = £1.3M, VaR@99% = £105M

d. Structure 4: premium = £4M, VaR@99% = £50M

e. Structure 5: premium = £4.5M, VaR@99% = £50M

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Pricing In General Insurance

ISBN: 9780367769031,9781000860832

2nd Edition

Authors: Pietro Parodi

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Question Posted: Jul 23, 2024 11:01 AM

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Consider the following list of insurance structures and highlight those that are surely inefficient using VaR@99% as

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Pricing In General Insurance

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